The invention relates to a connection device for construction elements, in particular for toy-construction elements. The elements are provided with a shaft and a shaft bushing mountable on the shaft in the longitudinal direction thereof. The shaft has a cross section which deviates from a circular shape with a plurality of radially protruding cross sectional parts which have an outer face consisting of segments of a cylinder which are separated from each other by intermediary areas of smaller diameter. The shaft is provided with transverse grooves into which the shaft bushing is lockable for fixing its longitudinal position on the shaft. Such a connecting device is known from U.S. Pat. No. 3,638,352. This known connection device comprises a toy-construction unit with a wheel and a shaft. The wheel is provided with a wheel part and a hub part which is mounted by a flange to the wheel part. The wheel is detachably mounted with the shaft by means of a mounting element. The shaft is provided with a cross like cross section and transverse grooves. The wheel and hub part are provided with a reamed hole adapted to the cross section of the shaft. The mounting element is shaped as a spring ring which engages a transverse groove of the shaft being movably received in a recess provided in the wheel part and retained by the hub part. The flange of the hub part is mountable with the wheel part by means of coupling pins. In this known connection device a wheel can easily be slipped onto a shaft and mounted thereon without using any tools. While the connection is rotation-proof, the wheel can only support a limited axial load. From EP-A-0 273 863 a further connection device of the aforementioned type is known. Here, the shaft has two radially protruding cross sectional parts with saw tooth like transverse grooves offset from each other by 180.degree., as well as intermediary areas of smaller diameters. At each side of the radially protruding cross sectional parts a radial deflecting bar extends parallel to the shaft axis. The shaft bushing also has opposite offset areas with saw tooth like grooves offset by about 180.degree.. Between these areas the throughgoing opening has a diameter which corresponds to the outer diameter of the radially protruding cross sectional parts of the shaft. The bushing can be displaced in the one rotating position along the shaft and can be rigidly connected with the shaft in an axial direction by rotating it by 90.degree.. Thereby, the bars of the shaft lock into corresponding longitudinal grooves of the shaft bushing so as to prevent an undesired detaching of the connection device. A rotation proof connection in both directions between the shaft and the shaft bushing is not possible with this structure. Therefore, the device is unsuitable for connecting toy-construction elements.